Paris
1) Murex Expert:Front Office, Migration
2) Very good quantitative skills:
- Pricing Models & Calibration: Heston, Local volatility...
- Monte Carlo Methods.
3) Good business skills:
- Market & Traded products,
- Pricing of Vanilla & Exotic products,
- Pricing of precious metals (for Natixis),
- Study of seasonnality of some commodities (for Natixis).
